+642.7%
HUBS vs XME
+286.7%
+356.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.8% | -1.3% |
| 7D | -12.4% | -3.0% | -9.3% | -11.2% |
| 30D | +1.4% | -2.6% | +4.0% | +2.1% |
| 3M | +16.0% | +2.2% | +13.8% | +13.2% |
| 6M | -17.0% | +0.7% | -17.7% | -19.8% |
| YTD | -44.3% | +10.9% | -55.2% | -49.4% |
| 1Y | -54.3% | +35.7% | -90.0% | -62.8% |
| 3Y | -58.4% | +127.1% | -185.5% | -74.2% |
| 5Y | -66.7% | +168.5% | -235.1% | -81.0% |
| 10Y | +315.9% | +416.9% | -101.0% | +59.5% |
| All | +642.7% | +286.7% | +356.0% | +219.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling